V-Lab: KC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.87% (-2.02%)

Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2834	6.38
$α$	0.0835	7.49
$β$	0.8509	46.68
$γ_{1}$	-0.0575	-1.05
$γ_{2}$	0.0008	0.01
$γ_{3}$	0.1942	3.66
$γ_{4}$	-0.2685	-5.58
$γ_{5}$	0.2376	4.64
$γ_{6}$	-0.1539	-2.63
$γ_{7}$	0.0212	0.35
$γ_{8}$	0.0582	1.33

Estimation Period:
Nov 25, 1997 to Apr 30, 2024

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Volatility Forecasts